******************************************************************************** Trades report produced on 28/10/2025 21:39 from 27/10/2025 21:39 to 28/10/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19483 BUND caleb_strategy_v3 [20251200] 2025-10-28 08:00:28.000 [-1] 129.6400 19488 COPPER caleb_strategy_v3 [20251200] 2025-10-28 14:20:07.000 [-1] 5.1530 19492 DOW caleb_strategy_v3 [20251200] 2025-10-28 15:00:44.000 [1] 47960.0000 19489 DX caleb_strategy_v3 [20251200] 2025-10-28 19:45:07.298 [0] NaN 19490 DX caleb_strategy_v3 [20251200] 2025-10-28 14:37:34.000 [-1] 98.5150 19487 DX caleb_strategy_v3 [20251200] 2025-10-28 19:45:07.264 [0] NaN 19497 FEEDCOW caleb_strategy_v3 [20260100] 2025-10-28 15:30:05.000 [-1] 325.4750 19484 GASOIL caleb_strategy_v3 [20260100] 2025-10-28 09:00:30.000 [-1] 680.7500 19485 GOLD_micro caleb_strategy_v3 [20251200] 2025-10-28 14:10:04.000 [1] 3955.7000 19486 HEATOIL caleb_strategy_v3 [20260200] 2025-10-28 14:10:06.000 [1] 2.3297 19496 LEANHOG caleb_strategy_v3 [20260200] 2025-10-28 15:30:04.000 [-1] 83.1000 19493 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-28 15:03:54.000 [1] 26038.5000 19494 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-28 19:45:07.330 [0] NaN 19495 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-28 15:14:00.000 [1] 26037.5000 19482 NIKKEI caleb_strategy_v3 [20251200] 2025-10-28 03:01:16.000 [1] 50445.0000 19491 RUSSELL caleb_strategy_v3 [20251200] 2025-10-28 15:00:43.000 [1] 2527.0000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19482 NIKKEI caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 03:01:15.878000 2025-10-28 03:01:16 97275.878 0.122 19483 BUND caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 08:00:28.802000 2025-10-28 08:00:28 115228.802 NaN 19484 GASOIL caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 09:00:29.818000 2025-10-28 09:00:30 118829.818 0.182 19485 GOLD_micro caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 14:00:36.282000 2025-10-28 14:10:04 136836.282 567.718 19486 HEATOIL caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 14:10:05.018000 2025-10-28 14:10:06 137405.018 0.982 19488 COPPER caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 14:20:07.898000 2025-10-28 14:20:07 138007.898 NaN 19491 RUSSELL caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 15:00:43.726000 2025-10-28 15:00:43 140443.726 NaN 19492 DOW caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 15:00:44.626000 2025-10-28 15:00:44 140444.626 NaN 19496 LEANHOG caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 15:30:04.442000 2025-10-28 15:30:04 142204.442 NaN 19497 FEEDCOW caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 15:30:05.670000 2025-10-28 15:30:05 142205.67 NaN 19493 NASDAQ_micro caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 15:00:45.522000 2025-10-28 15:03:54 140445.522 188.478 19494 NASDAQ_micro caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 15:03:57.487000 2025-10-28 19:45:07.330000 140637.487 16869.843 19495 NASDAQ_micro caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 15:14:00.758000 2025-10-28 15:14:00 141240.758 NaN 19489 DX caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 14:20:11.341000 2025-10-28 19:45:07.298000 138011.341 19495.957 19490 DX caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 14:30:14.496000 2025-10-28 14:37:34 138614.496 439.504 19487 DX caleb_strategy_v3 2025-10-27 00:00:00 2025-10-28 14:10:06.834000 2025-10-28 19:45:07.264000 137406.834 20100.43 ================================================================================================================================================================================================================================ Slippage (ticks per lot) ================================================================================================================================================================================================================================ instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading 19482 NIKKEI caleb_strategy_v3 [1] 50460.0 None 50460.0 50465.0 50455.0 50455.0 50445.0 0.0 -5.0 20.0 10.0 NaN 15.0 19483 BUND caleb_strategy_v3 [-1] 129.59 None 129.575 129.57 129.58 129.58 129.64 -0.015 -0.005 0.07 0.06 NaN 0.065 19484 GASOIL caleb_strategy_v3 [-1] 688.5 None 680.125 680.0 680.25 NaN 680.75 -8.375 -0.125 0.75 NaN NaN 0.625 19485 GOLD_micro caleb_strategy_v3 [1] 4003.1 None 3947.9 3948.0 3947.8 3947.8 3955.7 55.2 -0.1 -7.7 -7.9 NaN -7.8 19486 HEATOIL caleb_strategy_v3 [1] 2.3531 None 2.33155 2.332 2.3311 2.3311 2.3297 0.02155 -0.00045 0.0023 0.0014 NaN 0.00185 19488 COPPER caleb_strategy_v3 [-1] 5.1605 None 5.137 5.1365 5.1375 5.1375 5.153 -0.0235 -0.0005 0.0165 0.0155 NaN 0.016 19491 RUSSELL caleb_strategy_v3 [1] 2532.9 None 2529.5 2529.6 2529.4 2529.4 2527.0 3.4 -0.1 2.6 2.4 NaN 2.5 19492 DOW caleb_strategy_v3 [1] 47731.0 None 48020.5 48021.0 48020.0 48020.0 47960.0 -289.5 -0.5 61.0 60.0 NaN 60.5 19496 LEANHOG caleb_strategy_v3 [-1] 83.4 None 83.2625 83.25 83.275 NaN 83.1 -0.1375 -0.0125 -0.15 NaN NaN -0.1625 19497 FEEDCOW caleb_strategy_v3 [-1] 334.425 None 324.8875 324.85 324.925 324.925 325.475 -9.5375 -0.0375 0.625 0.55 NaN 0.5875 19493 NASDAQ_micro caleb_strategy_v3 [1] 25965.5 None 26025.0 26025.25 26024.75 26024.75 26038.5 -59.5 -0.25 -13.25 -13.75 NaN -13.5 19494 NASDAQ_micro caleb_strategy_v3 [1] 25965.5 None 13019.5 26039.0 0.0 0.0 NaN 12946.0 -13019.5 NaN NaN NaN NaN 19495 NASDAQ_micro caleb_strategy_v3 [1] 25965.5 None 26037.875 26038.0 26037.75 26037.75 26037.5 -72.375 -0.125 0.5 0.25 NaN 0.375 19489 DX caleb_strategy_v3 [-1] 98.61 None 49.305 98.61 0.0 0.0 NaN -49.305 49.305 NaN NaN NaN NaN 19490 DX caleb_strategy_v3 [-1] 98.61 None 98.5825 98.58 98.585 98.585 98.515 -0.0275 -0.0025 -0.065 -0.07 NaN -0.0675 19487 DX caleb_strategy_v3 [-1] 98.61 None 98.67 98.665 98.675 98.675 NaN 0.06 -0.005 NaN NaN NaN NaN =================================================================================================================================================================== Slippage (normalised by annual vol, BP of annual SR) =================================================================================================================================================================== instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 19482 NIKKEI caleb_strategy_v3 [1] 11068.609716 0.0 -4.517279 18.069117 9.034558 NaN 13.551837 19483 BUND caleb_strategy_v3 [-1] 5.463867 -27.453083 -9.151028 128.114389 109.812333 NaN 118.963361 19484 GASOIL caleb_strategy_v3 [-1] 191.195111 -438.034212 -6.537824 39.226944 NaN NaN 32.68912 19485 GOLD_micro caleb_strategy_v3 [1] 1013.321403 544.743256 -0.986854 -75.987737 -77.961444 NaN -76.97459 19486 HEATOIL caleb_strategy_v3 [1] 0.634426 339.677259 -7.093029 36.253257 22.0672 NaN 29.160229 19488 COPPER caleb_strategy_v3 [-1] 1.451008 -161.95634 -3.44588 113.714026 106.822267 NaN 110.268146 19491 RUSSELL caleb_strategy_v3 [1] 525.205636 64.736548 -1.904016 49.504419 45.696387 NaN 47.600403 19492 DOW caleb_strategy_v3 [1] 5684.846735 -509.248558 -0.879531 107.302805 105.543743 NaN 106.423274 19496 LEANHOG caleb_strategy_v3 [-1] 15.720171 -87.467242 -7.951567 -95.418809 NaN NaN -103.370376 19497 FEEDCOW caleb_strategy_v3 [-1] 80.035475 -1191.659078 -4.685422 78.090372 68.719527 NaN 73.40495 19493 NASDAQ_micro caleb_strategy_v3 [1] 4095.013653 -145.298661 -0.610499 -32.356424 -33.577422 NaN -32.966923 19494 NASDAQ_micro caleb_strategy_v3 [1] 4095.013653 31614.058209 -31793.54479 NaN NaN NaN NaN 19495 NASDAQ_micro caleb_strategy_v3 [1] 4095.013653 -176.739337 -0.305249 1.220997 0.610499 NaN 0.915748 19489 DX caleb_strategy_v3 [-1] 5.564554 -88605.491523 88605.491523 NaN NaN NaN NaN 19490 DX caleb_strategy_v3 [-1] 5.564554 -49.419958 -4.492723 -116.810809 -125.796256 NaN -121.303533 19487 DX caleb_strategy_v3 [-1] 5.564554 107.825362 -8.985447 NaN NaN NaN NaN ======================================================================================================================================================================== Slippage (In base currency) ======================================================================================================================================================================== instrument_code strategy_name trade value_of_price_point delay_cash bid_ask_cash execution_cash versus_limit_cash versus_parent_limit_cash total_trading_cash 19482 NIKKEI caleb_strategy_v3 [1] 0.657268 0.0 -3.286339 13.145355 6.572677 NaN 9.859016 19483 BUND caleb_strategy_v3 [-1] 1165.51 -17.48265 -5.82755 81.5857 69.9306 NaN 75.75815 19484 GASOIL caleb_strategy_v3 [-1] 100.0 -837.5 -12.5 75.0 NaN NaN 62.5 19485 GOLD_micro caleb_strategy_v3 [1] 10.0 552.0 -1.0 -77.0 -79.0 NaN -78.0 19486 HEATOIL caleb_strategy_v3 [1] 42000.0 905.1 -18.9 96.6 58.8 NaN 77.7 19488 COPPER caleb_strategy_v3 [-1] 25000.0 -587.5 -12.5 412.5 387.5 NaN 400.0 19491 RUSSELL caleb_strategy_v3 [1] 5.0 17.0 -0.5 13.0 12.0 NaN 12.5 19492 DOW caleb_strategy_v3 [1] 0.5 -144.75 -0.25 30.5 30.0 NaN 30.25 19496 LEANHOG caleb_strategy_v3 [-1] 400.0 -55.0 -5.0 -60.0 NaN NaN -65.0 19497 FEEDCOW caleb_strategy_v3 [-1] 500.0 -4768.75 -18.75 312.5 275.0 NaN 293.75 19493 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -119.0 -0.5 -26.5 -27.5 NaN -27.0 19494 NASDAQ_micro caleb_strategy_v3 [1] 2.0 25892.0 -26039.0 NaN NaN NaN NaN 19495 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -144.75 -0.25 1.0 0.5 NaN 0.75 19489 DX caleb_strategy_v3 [-1] 1000.0 -49305.0 49305.0 NaN NaN NaN NaN 19490 DX caleb_strategy_v3 [-1] 1000.0 -27.5 -2.5 -65.0 -70.0 NaN -67.5 19487 DX caleb_strategy_v3 [-1] 1000.0 60.0 -5.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND -17.48265 COPPER -587.5 DOW -144.75 DX -49272.5 FEEDCOW -4768.75 GASOIL -837.5 GOLD_micro 552.0 HEATOIL 905.1 LEANHOG -55.0 NASDAQ_micro 25628.25 NIKKEI 0.0 RUSSELL 17.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -28581.13265 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -5.82755 COPPER -12.5 DOW -0.25 DX 49297.5 FEEDCOW -18.75 GASOIL -12.5 GOLD_micro -1.0 HEATOIL -18.9 LEANHOG -5.0 NASDAQ_micro -26039.75 NIKKEI -3.286339 RUSSELL -0.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 23179.236111 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 81.5857 COPPER 412.5 DOW 30.5 DX -65.0 FEEDCOW 312.5 GASOIL 75.0 GOLD_micro -77.0 HEATOIL 96.6 LEANHOG -60.0 NASDAQ_micro -25.5 NIKKEI 13.145355 RUSSELL 13.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 807.331055 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 69.9306 COPPER 387.5 DOW 30.0 DX -70.0 FEEDCOW 275.0 GASOIL 0 GOLD_micro -79.0 HEATOIL 58.8 LEANHOG 0 NASDAQ_micro -27.0 NIKKEI 6.572677 RUSSELL 12.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 663.803277 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 COPPER 0 DOW 0 DX 0 FEEDCOW 0 GASOIL 0 GOLD_micro 0 HEATOIL 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 BUND 75.75815 COPPER 400.0 DOW 30.25 DX -67.5 FEEDCOW 293.75 GASOIL 62.5 GOLD_micro -78.0 HEATOIL 77.7 LEANHOG -65.0 NASDAQ_micro -26.25 NIKKEI 9.859016 RUSSELL 12.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 725.567166 ******************************************************************************** END OF REPORT ********************************************************************************